Action Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.40% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0166 | 4.43 | |
| 0.1308 | 3.60 | |
| 0.6971 | 9.09 | |
| -0.0774 | -0.49 | |
| 0.0005 | 0.00 | |
| 0.1585 | 0.73 | |
| 0.0039 | 0.02 | |
| -0.0485 | -0.19 | |
| -0.2320 | -0.82 | |
| 0.3732 | 1.14 | |
| -0.6330 | -2.01 | |
| 0.9189 | 4.31 | |
| -0.5685 | -5.21 |
Estimation Period:
Aug 24, 2006 to Feb 6, 2026
Aug 24, 2006 to Feb 6, 2026
News Impact Curve
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